ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 122-190 122-250 0-060 0.2% 123-097
High 122-240 123-070 0-150 0.4% 123-117
Low 122-150 122-250 0-100 0.3% 122-107
Close 122-210 123-045 0-155 0.4% 122-210
Range 0-090 0-140 0-050 55.6% 1-010
ATR 0-137 0-140 0-003 2.2% 0-000
Volume 393,283 478,291 85,008 21.6% 2,530,938
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-115 124-060 123-122
R3 123-295 123-240 123-084
R2 123-155 123-155 123-071
R1 123-100 123-100 123-058 123-128
PP 123-015 123-015 123-015 123-029
S1 122-280 122-280 123-032 122-308
S2 122-195 122-195 123-019
S3 122-055 122-140 123-006
S4 121-235 122-000 122-288
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-281 125-096 123-072
R3 124-271 124-086 122-301
R2 123-261 123-261 122-270
R1 123-076 123-076 122-240 123-004
PP 122-251 122-251 122-251 122-215
S1 122-066 122-066 122-180 121-314
S2 121-241 121-241 122-150
S3 120-231 121-056 122-119
S4 119-221 120-046 122-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-070 122-107 0-283 0.7% 0-129 0.3% 91% True False 515,980
10 123-117 122-107 1-010 0.8% 0-125 0.3% 78% False False 499,803
20 123-117 122-000 1-117 1.1% 0-141 0.4% 84% False False 434,141
40 123-117 119-060 4-057 3.4% 0-129 0.3% 95% False False 218,423
60 123-117 117-270 5-167 4.5% 0-086 0.2% 96% False False 145,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-025
2.618 124-117
1.618 123-297
1.000 123-210
0.618 123-157
HIGH 123-070
0.618 123-017
0.500 123-000
0.382 122-303
LOW 122-250
0.618 122-163
1.000 122-110
1.618 122-023
2.618 121-203
4.250 120-295
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 123-030 123-006
PP 123-015 122-287
S1 123-000 122-248

These figures are updated between 7pm and 10pm EST after a trading day.

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